LME Gateway

7.17.65.2

Released: Feb 13, 2015 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

LME Gateway 7.17.65 together with TT User Setup 7.17.40 provide support for enhanced price reasonability checks. For further details refer to the Help Library.

System Requirements

LME Gateway 7.17.65 together with TT User Setup 7.17.40 provide support for enhanced price reasonability checks. For further details refer to the Help Library.

Installation Notes

Enhancements

  1. Logging
    1. Position reserve orders are flagged in audit log. (Ref 229193)

  2. Risk Limits
    1. Enhanced price reasonability to perform checks during pre-open and other non-matching states. TT User Setup 7.17.40 is required to configure the price range setting. (Ref 229575)

    2. Enhanced price reasonability checks to reject orders when there is no market data. This setting is configurable in TT User Setup 7.17.40 and higher. (Ref 229576)

Fixes

    1. A 'FrmHst' (from exchange to TT application) event has been added to the TT audit file. (Ref 229286)

Known Issues

  1. Price Server
    1. The Price Server erroneously logs an ERROR message: "Trying to process off-tick price". (Ref 174047)

    2. The Price Server cannot differentiate option products with strike prices of -2, 0 and 2, resulting in incorrect prices for these strike prices. The issue shows up only when the exchange sends the security definition out of order. (Ref 213428)

    3. Alias field in guardian product table is not updated when exchange updates the Cleared Alias field in product download. (Ref 229931)